+77.2%
SAP vs DOCS
-54.0%
+131.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.3% | +5.8% | +2.1% |
| 7D | +4.0% | -1.3% | +5.4% | +4.2% |
| 30D | +15.7% | +19.4% | -3.7% | +12.8% |
| 3M | +23.4% | +53.4% | -30.0% | +15.3% |
| 6M | +41.3% | +28.8% | +12.5% | +34.4% |
| YTD | +2.0% | -25.1% | +27.1% | +3.4% |
| 1Y | -5.1% | -48.1% | +43.1% | +0.5% |
| 3Y | +82.1% | +51.4% | +30.8% | +58.6% |
| 5Y | +77.2% | -51.1% | +128.3% | +67.0% |
| All | +77.2% | -54.0% | +131.1% | +67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded DOCS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling